Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -769890.7406 | 133510.4805 | -903401.2211 | -1560436.6435 | -6844276.7587 | 5283840.1153 |
Total P&L (%) | -769.8907 | 133.5105 | -903.4012 | -1560.4366 | -6844.2768 | 5283.8401 |
Avg Daily Profit (%) | -0.4239 | 0.0735 | -0.4975 | 0 | 0 | 0.2197 |
Buy And Hold Return (%) | 602.9767 | 602.9767 | 602.9767 | 602.9767 | 602.9767 | 602.9767 |
Max Trade Drawdown | -906973 | -112820 | -956977 | -10308286 | -7287326 | -4222521 |
Profit Factor | 0.5042 | 1.4479 | 0.28 | 0.9295 | 0.4255 | 1.5164 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 26 | 20 | 40 | 19 | 21 |
Losing Trades | 35 | 14 | 21 | 41 | 21 | 20 |
Profitability (%) | 56.7901 | 65 | 48.7805 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.3836 | 0.7796 | 0.294 | 0.9528 | 0.4703 | 1.4442 |
Largest Winning Trade | 77499 | 77499 | 59364 | 10939465 | 1144056 | 10939465 |
Largest Losing Trade | -404574 | -79952 | -404574 | -6357481 | -6357481 | -2729312 |
Avg Bars in Trades | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Winners | 62 | 69 | 52 | 87 | 108 | 68 |
Avg Bars in Losers | 122 | 143 | 108 | 88 | 82 | 94 |
Bars Traded | 7144 | 3811 | 3333 | 7144 | 3811 | 3333 |
Profit Streak | 0 | 0 | 0 | 26.7731 | 26.7731 | 101.7731 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596175 | -259265 | -581216 | -595831 | -581180 | 401842 |
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{ "first_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.78401 } }, "second_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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